Srb2.srb won't open in XWE?

Ok,

So I opened up XWE, and the popup, "File Location" appears.
Not knowing much about XWE, I went to SRB2 Wiki and found the tutorial.

I followed the steps for the program, and it ended up looking like this:


I Click Ok, It says "File Not Found"
The Path is right, and so is the File Name,
But I Keep getting the same Message.

Can Someone Help me with this, Please?

Usually just clicking "browse" and going directly to your srb2.srb would do it. The way you have it, the only way that would work is if SRB2 is literally extracted on your desktop. Wouldn't that fill up quite a bit? Be sure whether it's in a folder which is on your desktop or not, because that would be your problem there.